Hyperref Setup for LaTeX

Try opening the file, hyperref.ins, with LaTeX (PCTeX)
and typesetting it with LaTeX to produce the style files. Now copy
the *.sty, *.def, and *.cfg files to the LaTeX directory.

Now try using the hyperref package in your tex document
by putting \usepackage{hyperref} in your preamble.
Make sure that you are using the bookmarks option
when you load the hyperref package. Here is an example
of a good way to load hyperrref:
\usepackage[dvips, bookmarks, colorlinks=true, plainpages = false,
citecolor = green, urlcolor = blue, filecolor = blue]{hyperref}